+1,321.9%
AMAT vs FCEL
-99.1%
+1,421.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.8% | -2.2% |
| 7D | +11.4% | -2.8% | +14.2% | +11.7% |
| 30D | -17.0% | -31.6% | +14.6% | -14.1% |
| 3M | -30.6% | -52.4% | +21.8% | -26.3% |
| 6M | -14.9% | -51.4% | +36.5% | -11.5% |
| YTD | +44.7% | +32.4% | +12.3% | +36.7% |
| 1Y | +66.9% | +37.5% | +29.4% | +56.5% |
| 3Y | +153.3% | -69.3% | +222.6% | +148.7% |
| 5Y | +146.2% | -97.1% | +243.4% | +173.5% |
| All | +1,321.9% | -99.1% | +1,421.0% | +1,604.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling